Approximate Analysis of Stochastic Processes in Mechanics PDF Download

Author: Josef L. Zeman
Publisher:
ISBN: 9783709127414
Category :
Languages : en
Pages : 164

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Author: Josef L. Zeman
Publisher: Springer
ISBN: 9783211811313
Category : Technology & Engineering
Languages : en
Pages : 157

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Author: ZEMAN Josef L.
Publisher:
ISBN:
Category :
Languages : it
Pages :

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Author: Josef L. Zeman
Publisher: Springer
ISBN: 3709127408
Category : Technology & Engineering
Languages : en
Pages : 162

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Book Description

Author: Uday B. Desai
Publisher: Springer Science & Business Media
ISBN: 1461322677
Category : Science
Languages : en
Pages : 296

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Book Description
The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side, chapters on use of Markov random fields for modelling and analyzing image signals, use of complementary models for the smoothing problem with missing data, and nonlinear estimation are included. Chapter 1 by Klein and Dickinson develops the nested orthogonal state space realization for ARMA processes. As suggested by the name, nested orthogonal realizations possess two key properties; (i) the state variables are orthogonal, and (ii) the system matrices for the (n + l)st order realization contain as their "upper" n-th order blocks the system matrices from the n-th order realization (nesting property).

Author: B. Skalmierski
Publisher: Springer Science & Business Media
ISBN: 9789024726868
Category : Science
Languages : en
Pages : 166

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Author: Kaddour Najim
Publisher: Elsevier
ISBN: 008051779X
Category : Mathematics
Languages : en
Pages : 345

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Book Description
A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance.This book deals with the tools and techniques used in the stochastic process – estimation, optimisation and recursive logarithms – in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications.*An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources*Readers with varying interests and mathematical backgrounds will find this book accessible

Author: Loren D. Lutes
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 536

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With the aim of stating the fundamental principles and relationships of structural and mechanical vibrations, this guide focuses on the determination of response levels for dynamical systems excited by forces that can be modeled as stochastic processes. It concentrates material in the beginning of the text, with introductions to the fundamentals of stochastic modeling and vibration problems to acquaint students with applications. There are discussions on progressive topics which are the subject of ongoing research, including state-space analysis, nonlinear dynamics, and fatigue damage; the time history implications of bandwidth, with situations varying from narrowband to white noise; time domain integration techniques which provide viable alternatives to the calculus of residues; and an emphasis on time domain interpretations throughout. It includes a number of worked examples to illustrate the modelling of physical problems as well as the proper application of theoretical solutions.

Author: Werner Schiehlen
Publisher: Springer
ISBN: 370912820X
Category : Mathematics
Languages : en
Pages : 352

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Book Description
This book summarizes the developments in stochastic analysis and estimation. It presents novel applications to practical problems in mechanical systems. The main aspects of the course are random vibrations of discrete and continuous systems, analysis of nonlinear and parametric systems, stochastic modelling of fatigue damage, parameter estimation and identification with applications to vehicle road systems and process simulations by means of autoregressive models. The contributions will be of interest to engineers and research workers in industries and universities who want first hand information on present trends and problems in this topical field of engineering dynamics.

Author: American Mathematical Society
Publisher: American Mathematical Soc.
ISBN: 0821813161
Category : Mathematics
Languages : en
Pages : 328

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